Wainwright Bank & Trust Company, Securities

2010-12-31Rank
Total securities$5,332,0006,472
U.S. Government securities$07,301
U.S. Treasury securities$01,275
U.S. Government agency obligations$07,211
Securities issued by states & political subdivisions$05,791
Other domestic debt securities$5,175,0001,093
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$5,175,00073
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$157,000946
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,121
Mortgage-backed securities$06,134
Certificates of participation in pools of residential mortgages$05,868
Issued or guaranteed by U.S.$05,854
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$5,332,0005,975
Total debt securities$5,175,0006,461
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$30,244,00062
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$80,041,0001,599
U.S. Government securities$35,426,0002,302
U.S. Treasury securities$01,180
U.S. Government agency obligations$35,426,0002,227
Securities issued by states & political subdivisions$05,786
Other domestic debt securities$43,449,000288
Privately issued residential mortgage-backed securities$29,937,000205
Commercial mortgage-backed securities - Total$0411
Asset backed securities$5,150,00075
Structured financial products - Total$0351
Other domestic debt securities - All other$8,362,000422
Foreign debt securities$0158
Equity securities$1,166,000583
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,117,0001,371
Mortgage-backed securities$29,937,0001,721
Certificates of participation in pools of residential mortgages$05,914
Issued or guaranteed by U.S.$05,898
Privately issued$0141
Collaterized mortgage obligations$29,937,000778
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$29,937,000197
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$80,041,0001,435
Total debt securities$78,875,0001,600
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$1,352,000146
Revaluation gains on off-balance sheet contracts$4,00080
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$116,802,0001,138
U.S. Government securities$62,033,0001,472
U.S. Treasury securities$01,121
U.S. Government agency obligations$62,033,0001,417
Securities issued by states & political subdivisions$05,780
Other domestic debt securities$47,536,000270
Privately issued residential mortgage-backed securities$32,375,000203
Commercial mortgage-backed securities - Total$0407
Asset backed securities$5,125,00072
Structured financial products - Total$0352
Other domestic debt securities - All other$10,036,000349
Foreign debt securities$0158
Equity securities$7,233,000197
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,646,0001,540
Mortgage-backed securities$40,965,0001,321
Certificates of participation in pools of residential mortgages$5,475,0003,242
Issued or guaranteed by U.S.$5,475,0003,235
Privately issued$0148
Collaterized mortgage obligations$35,490,000670
CMOs issued by government agencies or sponsored agencies$3,115,0001,963
Privately issued$32,375,000197
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$116,802,000997
Total debt securities$109,569,0001,189
Structured notes
Amortized cost$18,000,000361
Fair value$18,068,000364
Trading account assets$1,991,000138
Revaluation gains on off-balance sheet contracts$8,00076
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$132,769,000989
U.S. Government securities$71,398,0001,305
U.S. Treasury securities$01,130
U.S. Government agency obligations$71,398,0001,259
Securities issued by states & political subdivisions$05,814
Other domestic debt securities$53,866,000259
Privately issued residential mortgage-backed securities$37,478,000197
Commercial mortgage-backed securities - Total$0422
Asset backed securities$5,100,00070
Structured financial products - Total$0358
Other domestic debt securities - All other$11,288,000316
Foreign debt securities$0171
Equity securities$7,505,000189
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,702,0001,399
Mortgage-backed securities$48,744,0001,186
Certificates of participation in pools of residential mortgages$7,855,0002,844
Issued or guaranteed by U.S.$7,855,0002,837
Privately issued$0145
Collaterized mortgage obligations$40,889,000609
CMOs issued by government agencies or sponsored agencies$3,411,0001,857
Privately issued$37,478,000193
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$132,769,000865
Total debt securities$125,264,0001,037
Structured notes
Amortized cost$18,000,000296
Fair value$18,002,000294
Trading account assets$2,069,000143
Revaluation gains on off-balance sheet contracts$5,00082
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$103,955,0001,245
U.S. Government securities$43,125,0001,986
U.S. Treasury securities$01,077
U.S. Government agency obligations$43,125,0001,920
Securities issued by states & political subdivisions$05,847
Other domestic debt securities$57,792,000255
Privately issued residential mortgage-backed securities$39,445,000196
Commercial mortgage-backed securities - Total$0408
Asset backed securities$5,076,00079
Structured financial products - Total$0366
Other domestic debt securities - All other$13,271,000279
Foreign debt securities$0171
Equity securities$3,038,000396
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,245,0001,418
Mortgage-backed securities$52,510,0001,141
Certificates of participation in pools of residential mortgages$9,432,0002,655
Issued or guaranteed by U.S.$9,432,0002,648
Privately issued$0157
Collaterized mortgage obligations$43,078,000591
CMOs issued by government agencies or sponsored agencies$3,633,0001,792
Privately issued$39,445,000193
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$103,955,0001,090
Total debt securities$100,917,0001,265
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$1,820,000150
Revaluation gains on off-balance sheet contracts$1,00082
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$118,564,0001,085
U.S. Government securities$55,475,0001,574
U.S. Treasury securities$5,000,000361
U.S. Government agency obligations$50,475,0001,652
Securities issued by states & political subdivisions$05,895
Other domestic debt securities$61,185,000264
Privately issued residential mortgage-backed securities$41,140,000210
Commercial mortgage-backed securities - Total$0419
Asset backed securities$5,051,00087
Structured financial products - Total$0375
Other domestic debt securities - All other$14,994,000272
Foreign debt securities$0175
Equity securities$1,904,000565
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$55,367,000970
Mortgage-backed securities$83,598,000761
Certificates of participation in pools of residential mortgages$38,700,0001,019
Issued or guaranteed by U.S.$38,700,0001,012
Privately issued$0171
Collaterized mortgage obligations$44,898,000557
CMOs issued by government agencies or sponsored agencies$3,758,0001,756
Privately issued$41,140,000208
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$118,564,000939
Total debt securities$116,660,0001,082
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$1,876,000162
Revaluation gains on off-balance sheet contracts$5,00081
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$122,124,0001,042
U.S. Government securities$49,205,0001,690
U.S. Treasury securities$01,036
U.S. Government agency obligations$49,205,0001,648
Securities issued by states & political subdivisions$05,944
Other domestic debt securities$69,297,000261
Privately issued residential mortgage-backed securities$42,851,000211
Commercial mortgage-backed securities - Total$0346
Asset backed securities$5,026,000101
Structured financial products - Total$0397
Other domestic debt securities - All other$21,420,000227
Foreign debt securities$0183
Equity securities$3,622,000434
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$58,226,000941
Mortgage-backed securities$92,056,000699
Certificates of participation in pools of residential mortgages$42,777,000954
Issued or guaranteed by U.S.$42,777,000945
Privately issued$0181
Collaterized mortgage obligations$49,279,000501
CMOs issued by government agencies or sponsored agencies$6,428,0001,353
Privately issued$42,851,000203
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$122,124,000895
Total debt securities$118,501,0001,047
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$1,780,000166
Revaluation gains on off-balance sheet contracts$1,00078
Revaluation losses on off-balance sheet contracts$1,00080
2009-03-31Rank
Total securities$107,517,0001,166
U.S. Government securities$35,051,0002,318
U.S. Treasury securities$0981
U.S. Government agency obligations$35,051,0002,270
Securities issued by states & political subdivisions$05,903
Other domestic debt securities$68,235,000258
Privately issued residential mortgage-backed securities$43,502,000227
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,002,000122
Structured financial products - TotalNANA
Other domestic debt securities - All other$19,731,000228
Foreign debt securities$0181
Equity securities$4,231,000408
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$68,897,000825
Mortgage-backed securities$78,553,000828
Certificates of participation in pools of residential mortgages$28,327,0001,389
Issued or guaranteed by U.S.$28,327,0001,377
Privately issued$0191
Collaterized mortgage obligations$50,226,000486
CMOs issued by government agencies or sponsored agencies$6,724,0001,310
Privately issued$43,502,000215
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$107,517,0001,003
Total debt securities$103,286,0001,183
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$1,640,000175
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$137,163,000889
U.S. Government securities$40,366,0002,070
U.S. Treasury securities$0973
U.S. Government agency obligations$40,366,0002,026
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$69,171,000251
Privately issued residential mortgage-backed securities$45,266,000216
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,978,000113
Structured financial products - TotalNANA
Other domestic debt securities - All other$18,927,000233
Foreign debt securities$0172
Equity securities$27,626,00091
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$85,632,000687
Mortgage-backed securities$76,599,000826
Certificates of participation in pools of residential mortgages$3,440,0004,208
Issued or guaranteed by U.S.$3,440,0004,195
Privately issued$0188
Collaterized mortgage obligations$73,159,000378
CMOs issued by government agencies or sponsored agencies$27,893,000516
Privately issued$45,266,000206
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$137,163,000759
Total debt securities$109,537,0001,094
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$1,698,000178
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$102,922,0001,152
U.S. Government securities$33,986,0002,347
U.S. Treasury securities$01,019
U.S. Government agency obligations$33,986,0002,296
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$65,962,000266
Privately issued residential mortgage-backed securities$45,286,000227
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$20,676,000217
Foreign debt securities$0181
Equity securities$2,974,000471
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$63,995,000863
Mortgage-backed securities$76,264,000781
Certificates of participation in pools of residential mortgages$3,532,0004,106
Issued or guaranteed by U.S.$3,532,0004,095
Privately issued$0192
Collaterized mortgage obligations$72,732,000353
CMOs issued by government agencies or sponsored agencies$27,446,000498
Privately issued$45,286,000218
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$102,922,000995
Total debt securities$99,948,0001,171
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$1,100,000189
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$130,297,000927
U.S. Government securities$47,962,0001,737
U.S. Treasury securities$01,021
U.S. Government agency obligations$47,962,0001,708
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$79,853,000248
Privately issued residential mortgage-backed securities$46,686,000228
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$33,167,000163
Foreign debt securities$0189
Equity securities$2,482,000690
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,267,0002,554
Mortgage-backed securities$86,598,000693
Certificates of participation in pools of residential mortgages$12,518,0002,301
Issued or guaranteed by U.S.$12,518,0002,287
Privately issued$0202
Collaterized mortgage obligations$74,080,000340
CMOs issued by government agencies or sponsored agencies$27,394,000483
Privately issued$46,686,000215
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$130,297,000796
Total debt securities$127,815,000932
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$1,186,000207
Revaluation gains on off-balance sheet contracts$29,00064
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$142,398,000842
U.S. Government securities$52,721,0001,570
U.S. Treasury securities$01,044
U.S. Government agency obligations$52,721,0001,537
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$87,676,000225
Privately issued residential mortgage-backed securities$47,846,000215
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$39,830,000147
Foreign debt securities$0199
Equity securities$2,001,000808
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,889,0001,515
Mortgage-backed securities$89,434,000659
Certificates of participation in pools of residential mortgages$6,136,0003,234
Issued or guaranteed by U.S.$6,136,0003,220
Privately issued$0205
Collaterized mortgage obligations$83,298,000318
CMOs issued by government agencies or sponsored agencies$35,452,000392
Privately issued$47,846,000203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$142,398,000727
Total debt securities$140,397,000834
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$1,310,000206
Revaluation gains on off-balance sheet contracts$17,00060
Revaluation losses on off-balance sheet contracts$9,00061
2007-12-31Rank
Total securities$134,776,000881
U.S. Government securities$59,533,0001,407
U.S. Treasury securities$01,146
U.S. Government agency obligations$59,533,0001,381
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$72,827,000246
Privately issued residential mortgage-backed securities$47,965,000200
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$24,862,000209
Foreign debt securities$0202
Equity securities$2,416,000683
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,295,0001,139
Mortgage-backed securities$89,624,000608
Certificates of participation in pools of residential mortgages$6,186,0002,944
Issued or guaranteed by U.S.$6,186,0002,929
Privately issued$0191
Collaterized mortgage obligations$83,438,000302
CMOs issued by government agencies or sponsored agencies$35,473,000385
Privately issued$47,965,000188
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$134,776,000763
Total debt securities$132,360,000875
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$1,113,000199
Revaluation gains on off-balance sheet contracts$4,00058
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$132,496,000896
U.S. Government securities$71,677,0001,202
U.S. Treasury securities$01,235
U.S. Government agency obligations$71,677,0001,175
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$58,816,000273
Privately issued residential mortgage-backed securities$41,745,000214
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$17,071,000276
Foreign debt securities$0200
Equity securities$2,003,000750
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,047,0001,821
Mortgage-backed securities$79,337,000640
Certificates of participation in pools of residential mortgages$2,068,0004,159
Issued or guaranteed by U.S.$2,068,0004,146
Privately issued$0194
Collaterized mortgage obligations$77,269,000321
CMOs issued by government agencies or sponsored agencies$35,524,000378
Privately issued$41,745,000205
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$132,496,000763
Total debt securities$130,493,000891
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$1,440,000194
Revaluation gains on off-balance sheet contracts$7,00058
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$125,382,000945
U.S. Government securities$72,804,0001,201
U.S. Treasury securities$01,362
U.S. Government agency obligations$72,804,0001,170
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$50,328,000291
Privately issued residential mortgage-backed securities$42,083,000205
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,245,000456
Foreign debt securities$0201
Equity securities$2,250,000700
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,216,0003,550
Mortgage-backed securities$80,091,000632
Certificates of participation in pools of residential mortgages$2,068,0004,131
Issued or guaranteed by U.S.$2,068,0004,119
Privately issued$0207
Collaterized mortgage obligations$78,023,000310
CMOs issued by government agencies or sponsored agencies$35,940,000375
Privately issued$42,083,000197
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$125,382,000804
Total debt securities$123,132,000946
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$1,838,000194
Revaluation gains on off-balance sheet contracts$6,00065
Revaluation losses on off-balance sheet contracts$3,00063
2007-03-31Rank
Total securities$115,448,0001,046
U.S. Government securities$55,560,0001,533
U.S. Treasury securities$01,448
U.S. Government agency obligations$55,560,0001,498
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$57,328,000272
Privately issued residential mortgage-backed securities$43,007,000199
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$14,321,000308
Foreign debt securities$0207
Equity securities$2,560,000670
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,458,0003,520
Mortgage-backed securities$79,289,000640
Certificates of participation in pools of residential mortgages$2,085,0004,126
Issued or guaranteed by U.S.$2,085,0004,110
Privately issued$0218
Collaterized mortgage obligations$77,204,000308
CMOs issued by government agencies or sponsored agencies$34,197,000395
Privately issued$43,007,000189
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$115,448,000897
Total debt securities$112,888,0001,055
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$2,094,000221
Revaluation gains on off-balance sheet contracts$16,00065
Revaluation losses on off-balance sheet contracts$13,00062
2006-12-31Rank
Total securities$111,224,0001,114
U.S. Government securities$55,486,0001,576
U.S. Treasury securities$01,498
U.S. Government agency obligations$55,486,0001,542
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$53,291,000273
Privately issued residential mortgage-backed securities$43,259,000192
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,032,000412
Foreign debt securities$0210
Equity securities$2,447,000706
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,041,0002,804
Mortgage-backed securities$79,823,000641
Certificates of participation in pools of residential mortgages$06,471
Issued or guaranteed by U.S.$06,445
Privately issued$0208
Collaterized mortgage obligations$79,823,000305
CMOs issued by government agencies or sponsored agencies$36,564,000390
Privately issued$43,259,000181
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$111,224,000954
Total debt securities$108,777,0001,111
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$2,226,000113
Revaluation gains on off-balance sheet contracts$18,00059
Revaluation losses on off-balance sheet contracts$14,00056
2006-09-30Rank
Total securities$106,784,0001,177
U.S. Government securities$55,591,0001,612
U.S. Treasury securities$01,574
U.S. Government agency obligations$55,591,0001,570
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$48,459,000296
Privately issued residential mortgage-backed securities$43,844,000195
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,615,000686
Foreign debt securities$0214
Equity securities$2,734,000673
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,485,0001,712
Mortgage-backed securities$78,597,000664
Certificates of participation in pools of residential mortgages$06,527
Issued or guaranteed by U.S.$06,500
Privately issued$0214
Collaterized mortgage obligations$78,597,000304
CMOs issued by government agencies or sponsored agencies$34,753,000398
Privately issued$43,844,000183
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$106,784,000998
Total debt securities$104,050,0001,178
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$2,170,000109
Revaluation gains on off-balance sheet contracts$15,00057
Revaluation losses on off-balance sheet contracts$21,00054
2006-06-30Rank
Total securities$106,938,0001,166
U.S. Government securities$56,491,0001,589
U.S. Treasury securities$01,634
U.S. Government agency obligations$56,491,0001,542
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$48,169,000295
Privately issued residential mortgage-backed securities$43,684,000194
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,485,000705
Foreign debt securities$0223
Equity securities$2,278,000735
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,458,0003,523
Mortgage-backed securities$78,554,000672
Certificates of participation in pools of residential mortgages$06,593
Issued or guaranteed by U.S.$06,571
Privately issued$0211
Collaterized mortgage obligations$78,554,000300
CMOs issued by government agencies or sponsored agencies$34,870,000386
Privately issued$43,684,000183
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$106,938,000988
Total debt securities$104,660,0001,161
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$2,473,000114
Revaluation gains on off-balance sheet contracts$8,00058
Revaluation losses on off-balance sheet contracts$4,00055
2006-03-31Rank
Total securities$115,070,0001,092
U.S. Government securities$53,969,0001,685
U.S. Treasury securities$01,715
U.S. Government agency obligations$53,969,0001,633
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$58,731,000263
Privately issued residential mortgage-backed securities$44,859,000191
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$13,872,000341
Foreign debt securities$0226
Equity securities$2,370,000746
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$63,232,000812
Mortgage-backed securities$81,137,000655
Certificates of participation in pools of residential mortgages$06,631
Issued or guaranteed by U.S.$06,611
Privately issued$0205
Collaterized mortgage obligations$81,137,000298
CMOs issued by government agencies or sponsored agencies$36,278,000386
Privately issued$44,859,000180
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$115,070,000918
Total debt securities$112,700,0001,083
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$2,534,000116
Revaluation gains on off-balance sheet contracts$8,00058
Revaluation losses on off-balance sheet contracts$2,00056
2005-12-31Rank
Total securities$164,755,000776
U.S. Government securities$102,321,000900
U.S. Treasury securities$01,737
U.S. Government agency obligations$102,321,000873
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$60,218,000267
Privately issued residential mortgage-backed securities$46,085,000189
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$14,133,000345
Foreign debt securities$0223
Equity securities$2,216,000786
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,058,0001,781
Mortgage-backed securities$83,487,000642
Certificates of participation in pools of residential mortgages$06,692
Issued or guaranteed by U.S.$06,674
Privately issued$0216
Collaterized mortgage obligations$83,487,000294
CMOs issued by government agencies or sponsored agencies$37,402,000372
Privately issued$46,085,000179
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$164,755,000648
Total debt securities$162,539,000762
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$2,709,000109
Revaluation gains on off-balance sheet contracts$12,00059
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$111,386,0001,109
U.S. Government securities$57,571,0001,556
U.S. Treasury securities$01,786
U.S. Government agency obligations$57,571,0001,496
Securities issued by states & political subdivisions$06,448
Other domestic debt securities$51,668,000287
Privately issued residential mortgage-backed securities$46,992,000187
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,676,000774
Foreign debt securities$0234
Equity securities$2,147,000808
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,030,0003,763
Mortgage-backed securities$86,740,000627
Certificates of participation in pools of residential mortgages$06,735
Issued or guaranteed by U.S.$06,715
Privately issued$0225
Collaterized mortgage obligations$86,740,000284
CMOs issued by government agencies or sponsored agencies$39,748,000361
Privately issued$46,992,000175
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$111,386,000929
Total debt securities$109,239,0001,103
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$2,979,000102
Revaluation gains on off-balance sheet contracts$7,00051
Revaluation losses on off-balance sheet contracts$21,00046
2005-06-30Rank
Total securities$114,060,0001,083
U.S. Government securities$57,911,0001,571
U.S. Treasury securities$01,839
U.S. Government agency obligations$57,911,0001,508
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$54,118,000278
Privately issued residential mortgage-backed securities$49,187,000182
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,931,000769
Foreign debt securities$0234
Equity securities$2,031,000848
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,020,0003,008
Mortgage-backed securities$94,130,000602
Certificates of participation in pools of residential mortgages$06,783
Issued or guaranteed by U.S.$06,762
Privately issued$0223
Collaterized mortgage obligations$94,130,000281
CMOs issued by government agencies or sponsored agencies$44,943,000340
Privately issued$49,187,000172
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$114,060,000908
Total debt securities$112,029,0001,079
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$2,425,000103
Revaluation gains on off-balance sheet contracts$2,00051
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$161,259,000792
U.S. Government securities$62,966,0001,473
U.S. Treasury securities$01,963
U.S. Government agency obligations$62,966,0001,411
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$85,662,000217
Privately issued residential mortgage-backed securities$50,779,000175
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$34,883,000188
Foreign debt securities$0247
Equity securities$12,631,000249
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$99,971,000524
Mortgage-backed securities$100,867,000587
Certificates of participation in pools of residential mortgages$06,864
Issued or guaranteed by U.S.$06,845
Privately issued$0207
Collaterized mortgage obligations$100,867,000274
CMOs issued by government agencies or sponsored agencies$50,088,000323
Privately issued$50,779,000163
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$161,259,000668
Total debt securities$148,628,000827
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$2,269,000108
Revaluation gains on off-balance sheet contracts$13,00053
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$157,240,000828
U.S. Government securities$96,682,000985
U.S. Treasury securities$01,963
U.S. Government agency obligations$96,682,000945
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$58,649,000268
Privately issued residential mortgage-backed securities$35,137,000205
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$23,512,000280
Foreign debt securities$0244
Equity securities$1,909,000958
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,025,0002,567
Mortgage-backed securities$98,773,000616
Certificates of participation in pools of residential mortgages$06,906
Issued or guaranteed by U.S.$06,892
Privately issued$0203
Collaterized mortgage obligations$98,773,000285
CMOs issued by government agencies or sponsored agencies$63,636,000294
Privately issued$35,137,000191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$157,240,000698
Total debt securities$155,331,000814
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$2,963,000106
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$120,196,0001,064
U.S. Government securities$76,290,0001,219
U.S. Treasury securities$01,990
U.S. Government agency obligations$76,290,0001,175
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$43,384,000319
Privately issued residential mortgage-backed securities$37,584,000187
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,800,000789
Foreign debt securities$0248
Equity securities$522,0001,445
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,350,0003,055
Mortgage-backed securities$107,861,000580
Certificates of participation in pools of residential mortgages$06,958
Issued or guaranteed by U.S.$06,943
Privately issued$0225
Collaterized mortgage obligations$107,861,000271
CMOs issued by government agencies or sponsored agencies$70,277,000274
Privately issued$37,584,000173
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$120,196,000903
Total debt securities$119,674,0001,029
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$3,528,00097
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$131,159,000977
U.S. Government securities$83,938,0001,132
U.S. Treasury securities$02,098
U.S. Government agency obligations$83,938,0001,087
Securities issued by states & political subdivisions$06,640
Other domestic debt securities$45,908,000308
Privately issued residential mortgage-backed securities$39,183,000172
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,725,000739
Foreign debt securities$0251
Equity securities$1,313,0001,113
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,780,0002,967
Mortgage-backed securities$119,147,000545
Certificates of participation in pools of residential mortgages$07,033
Issued or guaranteed by U.S.$07,018
Privately issued$0225
Collaterized mortgage obligations$119,147,000263
CMOs issued by government agencies or sponsored agencies$79,964,000262
Privately issued$39,183,000158
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$131,159,000834
Total debt securities$129,846,000953
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$2,267,000108
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$139,854,000934
U.S. Government securities$98,666,000972
U.S. Treasury securities$02,082
U.S. Government agency obligations$98,666,000933
Securities issued by states & political subdivisions$06,636
Other domestic debt securities$40,493,000352
Privately issued residential mortgage-backed securities$27,170,000222
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$13,323,000499
Foreign debt securities$0264
Equity securities$695,0001,462
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$59,633,000775
Mortgage-backed securities$121,818,000552
Certificates of participation in pools of residential mortgages$07,041
Issued or guaranteed by U.S.$07,023
Privately issued$0230
Collaterized mortgage obligations$121,818,000261
CMOs issued by government agencies or sponsored agencies$94,648,000246
Privately issued$27,170,000206
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$139,854,000796
Total debt securities$139,160,000907
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$2,353,000103
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$120,947,0001,112
U.S. Government securities$92,437,0001,083
U.S. Treasury securities$02,227
U.S. Government agency obligations$92,437,0001,035
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$27,519,000441
Privately issued residential mortgage-backed securities$20,225,000205
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,294,000809
Foreign debt securities$0283
Equity securities$991,0001,342
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,953,0003,869
Mortgage-backed securities$105,634,000628
Certificates of participation in pools of residential mortgages$07,104
Issued or guaranteed by U.S.$07,078
Privately issued$0248
Collaterized mortgage obligations$105,634,000280
CMOs issued by government agencies or sponsored agencies$85,409,000281
Privately issued$20,225,000180
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$120,947,000948
Total debt securities$119,956,0001,086
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$1,828,000120
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$113,115,0001,179
U.S. Government securities$85,961,0001,146
U.S. Treasury securities$02,287
U.S. Government agency obligations$85,961,0001,097
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$26,052,000476
Privately issued residential mortgage-backed securities$8,081,000304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$17,971,000456
Foreign debt securities$0291
Equity securities$1,102,0001,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,300,0003,985
Mortgage-backed securities$84,977,000728
Certificates of participation in pools of residential mortgages$07,144
Issued or guaranteed by U.S.$07,117
Privately issued$0253
Collaterized mortgage obligations$84,977,000327
CMOs issued by government agencies or sponsored agencies$76,896,000307
Privately issued$8,081,000265
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$113,115,0001,008
Total debt securities$112,013,0001,151
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$1,021,000127
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$118,369,0001,109
U.S. Government securities$61,890,0001,482
U.S. Treasury securities$02,322
U.S. Government agency obligations$61,890,0001,424
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$55,406,000284
Privately issued residential mortgage-backed securities$31,961,000161
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$23,445,000376
Foreign debt securities$0294
Equity securities$1,073,0001,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,725,0004,123
Mortgage-backed securities$93,851,000680
Certificates of participation in pools of residential mortgages$07,164
Issued or guaranteed by U.S.$07,141
Privately issued$0256
Collaterized mortgage obligations$93,851,000330
CMOs issued by government agencies or sponsored agencies$61,890,000370
Privately issued$31,961,000142
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$118,369,000936
Total debt securities$117,296,0001,077
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$953,000133
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$131,697,000990
U.S. Government securities$80,089,0001,156
U.S. Treasury securities$02,382
U.S. Government agency obligations$80,089,0001,108
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$50,834,000306
Privately issued residential mortgage-backed securities$42,838,000144
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,996,000837
Foreign debt securities$0294
Equity securities$774,0001,503
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$46,256,000892
Mortgage-backed securities$121,700,000568
Certificates of participation in pools of residential mortgages$07,183
Issued or guaranteed by U.S.$07,158
Privately issued$0257
Collaterized mortgage obligations$121,700,000275
CMOs issued by government agencies or sponsored agencies$78,862,000318
Privately issued$42,838,000127
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$131,697,000853
Total debt securities$130,922,000955
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$1,006,000129
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$111,282,0001,126
U.S. Government securities$64,460,0001,383
U.S. Treasury securities$02,544
U.S. Government agency obligations$64,460,0001,322
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$46,047,000320
Privately issued residential mortgage-backed securities$37,203,000149
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,844,000780
Foreign debt securities$0302
Equity securities$775,0001,499
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,341,0006,328
Mortgage-backed securities$98,421,000633
Certificates of participation in pools of residential mortgages$07,180
Issued or guaranteed by U.S.$07,155
Privately issued$0252
Collaterized mortgage obligations$98,421,000297
CMOs issued by government agencies or sponsored agencies$61,218,000363
Privately issued$37,203,000132
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$111,282,000952
Total debt securities$110,507,0001,082
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$1,038,000128
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$111,572,0001,022
U.S. Government securities$57,417,0001,415
U.S. Treasury securities$03,182
U.S. Government agency obligations$57,417,0001,339
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$52,433,000303
Privately issued residential mortgage-backed securities$31,634,000179
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$20,799,000416
Foreign debt securities$0319
Equity securities$1,722,0001,102
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,109,0004,772
Mortgage-backed securities$88,013,000633
Certificates of participation in pools of residential mortgages$07,193
Issued or guaranteed by U.S.$07,167
Privately issued$0260
Collaterized mortgage obligations$88,013,000319
CMOs issued by government agencies or sponsored agencies$56,379,000379
Privately issued$31,634,000159
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$111,572,000868
Total debt securities$109,850,0001,001
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$1,499,000128
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$83,322,0001,351
U.S. Government securities$28,167,0002,785
U.S. Treasury securities$04,186
U.S. Government agency obligations$28,167,0002,587
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$45,012,000305
Privately issued residential mortgage-backed securities$15,979,000218
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$29,033,000306
Foreign debt securities$0313
Equity securities$10,143,000502
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,601,0005,323
Mortgage-backed securities$33,201,0001,049
Certificates of participation in pools of residential mortgages$07,213
Issued or guaranteed by U.S.$07,184
Privately issued$0308
Collaterized mortgage obligations$33,201,000495
CMOs issued by government agencies or sponsored agencies$17,222,000664
Privately issued$15,979,000188
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$83,322,0001,054
Total debt securities$73,179,0001,434
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$1,431,000112
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$060
1999-12-31Rank
Total securities$68,717,0001,663
U.S. Government securities$22,239,0003,567
U.S. Treasury securities$05,412
U.S. Government agency obligations$22,239,0003,189
Securities issued by states & political subdivisions$07,587
Other domestic debt securities$36,276,000374
Privately issued residential mortgage-backed securities$8,357,000323
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$27,919,000336
Foreign debt securities$0343
Equity securities$10,202,000491
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,306,0005,498
Mortgage-backed securities$17,919,0001,730
Certificates of participation in pools of residential mortgages$07,530
Issued or guaranteed by U.S.$07,506
Privately issued$0307
Collaterized mortgage obligations$17,919,000788
CMOs issued by government agencies or sponsored agencies$9,562,0001,008
Privately issued$8,357,000282
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$68,717,0001,266
Total debt securities$58,515,0001,889
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$177,000145
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
1998-12-31Rank
Total securities$85,475,0001,370
U.S. Government securities$18,644,0004,112
U.S. Treasury securities$06,820
U.S. Government agency obligations$18,644,0003,513
Securities issued by states & political subdivisions$07,833
Other domestic debt securities$58,854,000233
Privately issued residential mortgage-backed securities$5,940,000346
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$52,914,000162
Foreign debt securities$0363
Equity securities$7,977,000595
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,692,0005,624
Mortgage-backed securities$11,359,0002,491
Certificates of participation in pools of residential mortgages$07,719
Issued or guaranteed by U.S.$07,698
Privately issued$0349
Collaterized mortgage obligations$11,359,0001,081
CMOs issued by government agencies or sponsored agencies$5,419,0001,582
Privately issued$5,940,000288
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,613
Available-for-sale securities (fair market value)$85,475,0001,012
Total debt securities$77,498,0001,460
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$234,000167
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$053
1997-12-31Rank
Total securities$44,487,0002,551
U.S. Government securities$38,307,0002,340
U.S. Treasury securities$2,000,0005,198
U.S. Government agency obligations$36,307,0001,919
Securities issued by states & political subdivisions$08,162
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securities$0390
Equity securities$6,180,000670
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,168,0002,318
Mortgage-backed securities$08,506
Certificates of participation in pools of residential mortgages$08,022
Issued or guaranteed by U.S.$07,996
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$44,487,0001,805
Total debt securities$38,307,0002,844
Structured notes
Amortized cost$6,195,000225
Fair value$6,139,000223
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$057
1996-12-31Rank
Total securities$41,043,0002,953
U.S. Government securities$36,534,0002,636
U.S. Treasury securities$1,988,0006,102
U.S. Government agency obligations$34,546,0002,071
Securities issued by states & political subdivisions$08,624
Other domestic debt securities$9,0004,363
Privately issued residential mortgage-backed securities$9,0002,029
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securities$0466
Equity securities$4,500,000827
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,951,0002,090
Mortgage-backed securities$9,0008,992
Certificates of participation in pools of residential mortgages$9,0008,466
Issued or guaranteed by U.S.$08,513
Privately issued$9,000456
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,0008,035
Available-for-sale securities (fair market value)$41,034,0002,016
Total debt securities$36,543,0003,213
Structured notes
Amortized cost$11,184,000136
Fair value$10,953,000136
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contracts$072
1995-12-31Rank
Total securities$44,017,0002,862
U.S. Government securities$37,305,0002,722
U.S. Treasury securities$4,026,0005,191
U.S. Government agency obligations$33,279,0002,096
Securities issued by states & political subdivisions$09,009
Other domestic debt securities$3,080,0001,411
Privately issued residential mortgage-backed securities$80,0001,965
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,000,0001,089
Foreign debt securities$0553
Equity securities$3,632,000933
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,667,0002,790
Mortgage-backed securities$3,160,0005,414
Certificates of participation in pools of residential mortgages$3,115,0004,107
Issued or guaranteed by U.S.$3,080,0004,096
Privately issued$35,000501
Collaterized mortgage obligations$45,0005,914
CMOs issued by government agencies or sponsored agencies$05,699
Privately issued$45,0001,861
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$80,0008,297
Available-for-sale securities (fair market value)$43,937,0001,919
Total debt securities$40,385,0003,043
Structured notes
Amortized cost$11,531,000229
Fair value$11,170,000231
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$079
1994-12-31Rank
Total securities$29,319,0004,351
U.S. Government securities$28,839,0003,596
U.S. Treasury securities$10,996,0003,106
U.S. Government agency obligations$17,843,0003,507
Securities issued by states & political subdivisions$09,545
Other domestic debt securities$480,0003,683
Privately issued residential mortgage-backed securities$66,0002,338
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$414,0003,076
Foreign debt securities$0600
Equity securities$08,991
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,214,0001,934
Mortgage-backed securities$6,090,0004,283
Certificates of participation in pools of residential mortgages$6,090,0003,058
Issued or guaranteed by U.S.$6,024,0003,062
Privately issued$66,000479
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,026,0005,666
Available-for-sale securities (fair market value)$19,293,0002,908
Total debt securities$29,319,0004,267
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contracts$062
1993-12-31Rank
Total securities$30,881,0004,376
U.S. Government securities$17,092,0005,735
U.S. Treasury securities$7,392,0004,410
U.S. Government agency obligations$9,700,0005,676
Securities issued by states & political subdivisions$09,845
Other domestic debt securities$113,0005,690
Privately issued residential mortgage-backed securities$113,0002,649
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securities$0649
Equity securities$13,676,000281
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,857,0003,717
Mortgage-backed securities$113,00010,218
Certificates of participation in pools of residential mortgages$09,937
Issued or guaranteed by U.S.$09,878
Privately issued$0731
Collaterized mortgage obligations$113,0006,584
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$113,0002,235
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$17,205,0006,638
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$45,325,0003,003
U.S. Government securities$12,336,0007,117
U.S. Treasury securities$2,157,0008,492
U.S. Government agency obligations$10,179,0005,462
Securities issued by states & political subdivisions$09,981
Other domestic debt securities$2,271,0002,738
Privately issued residential mortgage-backed securities$650,0002,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,621,0002,306
Foreign debt securities$0699
Equity securities$30,718,00086
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,500,0007,825
Mortgage-backed securities$10,829,0003,555
Certificates of participation in pools of residential mortgages$10,179,0002,493
Issued or guaranteed by U.S.$10,179,0002,452
Privately issued$0831
Collaterized mortgage obligations$650,0005,582
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$650,0001,765
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$14,607,0007,353
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0344
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA